Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited-Reference-Cited by-同舟云学术

Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited

Published:2008 Issue:3 Volume:19 Page:251-269
ISSN:1180-4009
Container-title:Environmetrics
language:en
Short-container-title:Environmetrics

Author:

Nikoloulopoulos Aristidis K.,Karlis Dimitris

Publisher

Wiley

Subject

Ecological Modelling,Statistics and Probability

Reference38 articles.

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3. Modelling credit default swap spreads by means of normal mixtures and copulas

4. Dependence structures for multivariate high-frequency data in finance

5. Model Selection: An Integral Part of Inference

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